Central Bank Foreign Exchange Market Intervention and Option Contract Specification : The Case of Colombia /
This paper aims to identify appropriate option contract specifications for effective central bank exchange market intervention. Option contract specifications determine the impact of options on the underlying asset or currency, and hence their actual effect on asset price or currency volatility and...
| 主要作者: | |
|---|---|
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| 叢編: | IMF Working Papers; Working Paper ;
No. 2003/135 |
| 在線閱讀: | Full text available on IMF |